-14.9%
HAL vs DD
+97.1%
-112.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.5% |
| 7D | +6.1% | +5.0% | +1.1% | +2.3% |
| 30D | +2.9% | +19.7% | -16.8% | -10.2% |
| 3M | +3.3% | +7.2% | -3.8% | -2.6% |
| 6M | -16.9% | +1.0% | -18.0% | -19.4% |
| YTD | +21.2% | +29.1% | -7.9% | -4.5% |
| 1Y | +27.5% | +28.5% | -0.9% | +0.8% |
| 3Y | -6.4% | +89.4% | -95.9% | -48.5% |
| 5Y | +58.0% | +67.1% | -9.1% | -7.3% |
| All | -14.9% | +97.1% | -112.0% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling